Share price$70.88
1D-2.9%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:58:21.729Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T14:58:17.513692664Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 93.53 | 98.8% | 34.7% | 58.22 | 100.3% | 21.5% |
| 25Δ | 89.21 | 98.6% | 29.5% | 61.10 | 100.6% | 18.8% |
| 30Δ | 85.67 | 99.3% | 25.5% | 63.72 | 101.7% | 16.6% |
| 35Δ | 82.29 | 98.1% | 21.8% | 66.30 | 101.5% | 14.5% |
| 40Δ | 79.14 | 97.0% | 18.4% | 68.85 | 100.0% | 12.4% |
| 45Δ | 76.42 | 96.8% | 15.8% | 71.43 | 99.7% | 10.7% |
| 50Δ | 73.82 | 97.2% | 13.5% | 74.03 | 100.4% | 9.3% |
| 55Δ | 71.35 | 98.3% | 11.6% | 76.99 | 102.7% | 8.0% |
| 60Δ | 68.94 | 97.1% | 9.6% | 80.19 | 105.9% | 6.9% |
| 65Δ | 66.59 | 93.2% | 7.7% | 83.63 | 106.9% | 5.7% |
| 70Δ | 64.23 | 90.4% | 5.9% | 87.27 | 107.1% | 4.6% |
| 75Δ | 61.83 | 89.8% | 4.7% | 91.65 | 108.4% | 3.5% |
| 80Δ | 59.38 | 88.7% | 3.5% | 98.39 | 114.6% | 2.7% |
No recorded observations